Some approximation problems in statistics and probability

DOI10.1007/978-3-642-36068-8_11MaRDI QIDQ2848107zbMATH OpenOpenAlexFDO

Authors Yu. V. Prokhorov, V. V. Ulyanov

Publication date 25 September 2013

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-36068-8_11

zbMATH Keywords

accuracy of approximationseigenvalues of covariance operatorHilbert spacepower divergence family of statisticsquadratic forms of random elementsshort asymptotic expansions

Mathematics Subject Classification ID

Convex sets in (n) dimensions (including convex hypersurfaces) (52A20) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

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Cited in

(17)

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• Lattice point problems and the central limit theorem in Euclidean spaces
• High-dimensional central limit theorems by Stein's method
• A precise local limit theorem for the multinomial distribution and some applications
• Bootstrap confidence sets for spectral projectors of sample covariance
• Large ball probabilities, Gaussian comparison and anti-concentration
• Asymptotic analysis of symmetric functions
• Explicit rates of approximation in the CLT for quadratic forms
• On some applications of LSIP to probability and statistics.
• On properties of polynomials in random elements
• On bounds for characteristic functions of powers of asymptotically normal variables
• The Chebyshev-Edgeworth correction in the central limit theorem for integer-valued independent summands
• Bounds for the chi-square approximation of the power divergence family of statistics
• A multivariate CLT for weighted sums with rate of convergence of order O(1/n)
• Improved bounds in Stein's method for functions of multivariate normal random vectors
• Probability approximations and beyond. Papers based on the presentations at the conference, Singapore, June 25--26, 2010 to honor Louis Chen on his 70th birthday.
• On Hilbertian stochastic processes: convergence in the central limit theorem

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